-61.9%
FLNC vs FFIV
+147.5%
-209.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.1% |
| 7D | -5.0% | +1.6% | -6.6% | -6.5% |
| 30D | -26.1% | -3.7% | -22.3% | -24.2% |
| 3M | -55.2% | +2.0% | -57.2% | -56.0% |
| 6M | -42.6% | +39.3% | -81.9% | -54.5% |
| YTD | -51.0% | +56.1% | -107.1% | -64.4% |
| 1Y | +43.3% | +22.0% | +21.4% | +25.3% |
| All | -61.9% | +147.5% | -209.4% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling